CME Euro FX (E) Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
1.1542 |
1.1446 |
-0.0096 |
-0.8% |
1.1510 |
| High |
1.1542 |
1.1534 |
-0.0008 |
-0.1% |
1.1665 |
| Low |
1.1438 |
1.1443 |
0.0005 |
0.0% |
1.1438 |
| Close |
1.1448 |
1.1446 |
-0.0002 |
0.0% |
1.1446 |
| Range |
0.0104 |
0.0092 |
-0.0013 |
-12.0% |
0.0227 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.6% |
0.0000 |
| Volume |
715 |
426 |
-289 |
-40.4% |
3,065 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1749 |
1.1689 |
1.1496 |
|
| R3 |
1.1657 |
1.1597 |
1.1471 |
|
| R2 |
1.1566 |
1.1566 |
1.1463 |
|
| R1 |
1.1506 |
1.1506 |
1.1454 |
1.1492 |
| PP |
1.1474 |
1.1474 |
1.1474 |
1.1467 |
| S1 |
1.1414 |
1.1414 |
1.1438 |
1.1400 |
| S2 |
1.1383 |
1.1383 |
1.1429 |
|
| S3 |
1.1291 |
1.1323 |
1.1421 |
|
| S4 |
1.1200 |
1.1231 |
1.1396 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2197 |
1.2049 |
1.1571 |
|
| R3 |
1.1970 |
1.1822 |
1.1508 |
|
| R2 |
1.1743 |
1.1743 |
1.1488 |
|
| R1 |
1.1595 |
1.1595 |
1.1467 |
1.1556 |
| PP |
1.1516 |
1.1516 |
1.1516 |
1.1497 |
| S1 |
1.1368 |
1.1368 |
1.1425 |
1.1329 |
| S2 |
1.1289 |
1.1289 |
1.1404 |
|
| S3 |
1.1062 |
1.1141 |
1.1384 |
|
| S4 |
1.0835 |
1.0914 |
1.1321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1665 |
1.1438 |
0.0227 |
2.0% |
0.0089 |
0.8% |
4% |
False |
False |
613 |
| 10 |
1.1665 |
1.1283 |
0.0382 |
3.3% |
0.0081 |
0.7% |
43% |
False |
False |
606 |
| 20 |
1.1665 |
1.1272 |
0.0393 |
3.4% |
0.0081 |
0.7% |
44% |
False |
False |
444 |
| 40 |
1.1665 |
1.1129 |
0.0536 |
4.7% |
0.0082 |
0.7% |
59% |
False |
False |
385 |
| 60 |
1.1665 |
1.0898 |
0.0767 |
6.7% |
0.0079 |
0.7% |
71% |
False |
False |
287 |
| 80 |
1.1665 |
1.0865 |
0.0800 |
7.0% |
0.0078 |
0.7% |
73% |
False |
False |
225 |
| 100 |
1.1665 |
1.0829 |
0.0836 |
7.3% |
0.0072 |
0.6% |
74% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1923 |
|
2.618 |
1.1774 |
|
1.618 |
1.1682 |
|
1.000 |
1.1626 |
|
0.618 |
1.1591 |
|
HIGH |
1.1534 |
|
0.618 |
1.1499 |
|
0.500 |
1.1488 |
|
0.382 |
1.1477 |
|
LOW |
1.1443 |
|
0.618 |
1.1386 |
|
1.000 |
1.1351 |
|
1.618 |
1.1294 |
|
2.618 |
1.1203 |
|
4.250 |
1.1054 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.1488 |
1.1509 |
| PP |
1.1474 |
1.1488 |
| S1 |
1.1460 |
1.1467 |
|